similar to: Exporting animation of a series of plots

Hi I think this is mostly a question of preference for my part, but I think it would give an overall better quality feel. What I'm talking about is mostly the movement it uses. As I've come to understand, it uses velocity and direction, and a target point. This means that it updates it velocity and direction every X seconds (timestep), and gives it the possibility to be

Dear R People: I have the following time series and plot: > x <- ts(rnorm(50),start=2005,freq=12) > plot(x) > which works fine. I would like to plot a subset of that time series, which I did with: > plot(window(x,2005,2006.83)) Is there a better way to do this, please? Thanks, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences

Hi, I would like to a draw a scatterplot of x1 and x2 (plot (x1, x2)), and also want to draw a sort of "regression" line across the data points. But x1 and x2 are just 2 independent variables, so in this case a regression of x1 over x2, or vice versa, is not appropriate per se. What would be an appropriate way to do this? Thanks for any suggestions. John

Hello! Is there any way to change the colors (and other characteristics) of the font that is being used by Shiny when the ui.r code hase some verbatimTextOutput? For example, I am producing 2 outputs in two tabs. mainPanel( tabsetPanel( tabPanel("Output 1", verbatimTextOutput("myoutput1")), tabPanel("Output 2",

Hi, I wanted to know if there existed an good implementation in R of the following classical subset Integers : $P_{n,m} = {k_1, \ldots, k_m \in \mathbb{N} : k_1 + \ldots + k_m = n }$ for any integers $m < n$. There is an obvious not optimal code which would be to run through $m$ sums and put a boolean condition to report if the integers respect these condition but it would take $m^n$

I am trying to make a nice 2x1 plot and add a timestamp with comment. The pstamp function from Hmisc works nicely when mfcol=c(1,1), but when mfcol=c(2,1), the stamp winds up in the wrong place: > require('Hmisc') > opar <- par(mfcol=c(2,1)) > plot(1:10) > title(main="MAIN Title") > plot(1:20) > title(main="Another Title") > pstamp("normal

I'm having trouble reshaping a data.frame from long to wide. (I think that's the right terminology; feel free to educate me.) I've looked at the reshape function and package and plyr package, but I can't quite figure out how to do this after a dozen variations. I have a data.frame with more levels than this, but similar to: > tst K1 K2 K3 V1 V2 V3 1 10 D a 0.08 99

Hi guys, Have the following problem computing vectors with pure vector algebra and end up reverting to recursion or for-looping. Function my_cumsum calculates a weighted average (W) of ratios (R), but only up to the given size/volume (v). Now I recurse into the vector (from left to right) with what you have left from the difference of volume minus current weight, and stop when the difference is

We are interested in obtaining an efficient function that for a given vector of length t will output a vector of length t+1 that contains the associated values of the elementary symmetric polynomials in t variables. Below is what we have at the moment, but it is a little slow for our needs. Any suggestions? Thanks ahead of time for any help you can offer, Austin H. Jones Department of

Hi useRs, I have a set of fortran code that was passed down from previous students, and I am converting its algorithm into R codes. I encounter this function in Fortran (D)QDAWO, which numerically integrates a function f with a user-specified cosine or sine weight. It is used because the original function that I want to integrate is f(x)*cos(x). I tried in R to directly integrate by

I wanted to try out package distrMod, so I did > install.packages('distrMod') > library(distrMod) and played around, saved and quit. Now whenever I start up in this directory, I get distr and lots of other stuff loaded and lots of messages. How do I keep it from automatically loading, other than starting over in another directory? I read ?Startup, but I couldn't suss out

Hi All, I'd like to be able to specify the ordered composition of several functions. So I defined compose: compose <- function(f,g){ function(x){f(g(x))} } and some simple test functions: plus2 <- function(x){x+2} plus3 <- function(x){x+3} plus4 <- function(x){x+4} > (compose(plus2,compose(plus3,plus4)))(3) [1] 12 Works fine. But trying to reduce a list of functions by

Hi, all I wanted to fetch data from Bloomberg for govt bonds, and analyse it further. I am having trouble in getting data as when I use field=PX_LAST, it is giving the prices but when I use field=CPN, or ISSUE_DT, it is not giving the results and just bouncing back <NA> for that. This is the piece of code: > library(rJava) Warning message: package 'rJava' was built

Hi I'm just wondering what the status is on the new movement architecture that I think David mentioned a few months ago. The point was to get more predictable and accurate movement in the plugins. Since the current method recomputes speed and direction every "timestep". So the movemnt is actually computed on the fly, instead of having a predetermined path which is

Hi, First, thank you all for your help. Here is my problem (simplified): Say I have a list: a=list(matrix(50,nrow=5,ncol=5),matrix(25,nrow=5,ncol=5),matrix(10,nrow=5,ncol=5)) I'd like to use rbinom with a different probability for each matrix. I tried: b=c(.8,.1,.9) brep=rep(b,each=25) lapply(a,function(a) rbinom(25,a,brep)) but that doesn't work-- it just uses the first value of b

Dear all, I am using the DeSolve Package to simulate a system dynamics model. At the problematic point in the model, I basically want to decide how many products shall be produced to be sold. In order to determine the amount a basic forecasting model of using the average of the last 12 time periods shall be used. My code looks like the following. ? [?] # Time units in month START<-0;

Dear R People: This is probably a very simple question. I know that if I want to get a list of the classes of the objects in the workspace, I can do this: > sapply(ls(), function(x)class(get(x))) a a1.df b d "list" "data.frame" "integer" "numeric" Now I want to get just the data frames. >

I'm trying to use sqdf's function read.csv.sql to read CSV files in which the missing values are represented by NA's. Plain old read.csv works fine on these files, but they are rather large and I'd like to filter using sql-like statements. However, even if I specify field.types correctly and nrows=-1, it still turns the columns with NA's into chars or 0. I'm trying to make

If possible I would like to combine two different character arrays in combinations Array1 <- c("height","weight","age","sex") Array2 <- c("trt0","trt1","trt2") I would like to combine these two character vectors to end up with such ... Array3 "height.trt0.trt1" "height.trt0.trt2"

summary: image.plot-ing two sets of netCDF data, with the second derived from the first. First plots to PDF as expected (title, data, legend). Second plots the data and title, but abends before drawing the legend, with > Error in if (del == 0 && to == 0) return(to) : > missing value where TRUE/FALSE needed > Calls: plot.layers.for.timestep -> image.plot -> seq ->